Options · 15-min delayed

IDYA

Options · 15-min delayed

IDYA

Underlying

$40.10

DTE

17d

2026-09-18

P/C Vol

0.75

P/C OI

0.11

ATM IV

58.3%

IV Skew

-35.9%

25Δ put − call

Max Pain

$40

Expiry

CALLS									Strike	PUTS
OI	Vol	IV	Δ	Γ	Θ	V	Bid/Ask	Last	Strike	Last	Bid/Ask	V	Θ	Γ	Δ	IV	Vol	OI
2	—	79.9%	0.96	0.0118	-0.02	0.01	8.00/12.50	8.20	30.00	—	—	—	—	—	—	—	—	—
—	—	—	—	—	—	—	—	—	32.50	0.50	0.00/4.90	0.03	-0.12	0.0206	-0.22	165.7%	8	—
2	2	58.4%	0.88	0.0403	-0.03	0.02	3.10/7.90	4.75	35.00	1.50	0.00/4.90	0.03	-0.11	0.0284	-0.27	133.9%	4	7
1	—	115.6%	0.66	0.0368	-0.11	0.03	1.00/5.50	1.80	37.50	0.45	0.25/1.00	0.03	-0.05	0.0659	-0.27	57.9%	2	3
8	2	65.9%	0.54	0.0696	-0.07	0.03	0.00/4.90	1.72	40.00	1.43	0.10/1.80	0.03	-0.05	0.0904	-0.46	50.8%	1	8
10	8	93.8%	0.43	0.0484	-0.10	0.03	0.00/4.90	1.35	42.50	—	—	—	—	—	—	—	—	—
13	2	97.2%	0.33	0.0432	-0.09	0.03	0.00/3.60	0.60	45.00	—	—	—	—	—	—	—	—	—
3	2	135.2%	0.33	0.0311	-0.13	0.03	0.00/4.90	0.20	47.50	—	—	—	—	—	—	—	—	—
126	4	152.8%	0.31	0.0266	-0.14	0.03	0.05/4.90	0.25	50.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-09-18 · 17d · σ = 58.3%

Side

Greek

Synthetic strikes from −30% to +30% of spot. Greeks computed from ATM IV via Black-Scholes-Merton. Calls approach 1 deep ITM, 0 deep OTM. Puts mirror to (−1, 0).